+152.3%
ACN vs AMGN
+319.8%
-167.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.8% | +1.1% | -5.0% | -4.3% |
| 30D | +16.5% | +9.3% | +7.2% | +12.8% |
| 3M | +41.5% | +12.1% | +29.4% | +35.0% |
| 6M | +60.1% | +40.3% | +19.8% | +40.2% |
| YTD | -3.9% | +45.2% | -49.1% | -17.7% |
| 1Y | +4.1% | +42.4% | -38.3% | -10.2% |
| 3Y | -15.9% | +91.0% | -106.9% | -37.5% |
| 5Y | -26.3% | +157.4% | -183.7% | -53.1% |
| All | +152.3% | +319.8% | -167.5% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling